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Pooled Unit Root Tests in Panels with a Common Factor

Westerlund, Joakim LU (2005) In Working Papers. Department of Economics, Lund University
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Working Paper
publication status
published
subject
keywords
Pooled Unit Root Tests, panel data, Common Factor, Cross-Sectional Dependence, Monte Carlo Simulation
in
Working Papers. Department of Economics, Lund University
issue
9
publisher
Department of Economics, Lund Universtiy
language
English
LU publication?
yes
id
c9601fc6-e88d-4c53-891c-0ca8be26d86b (old id 1387138)
alternative location
http://swopec.hhs.se/lunewp/abs/lunewp2005_009.htm
date added to LUP
2009-04-20 12:27:24
date last changed
2016-04-16 08:07:36
@misc{c9601fc6-e88d-4c53-891c-0ca8be26d86b,
  author       = {Westerlund, Joakim},
  keyword      = {Pooled Unit Root Tests,panel data,Common Factor,Cross-Sectional Dependence,Monte Carlo Simulation},
  language     = {eng},
  number       = {9},
  publisher    = {ARRAY(0xa446eb0)},
  series       = {Working Papers. Department of Economics, Lund University},
  title        = {Pooled Unit Root Tests in Panels with a Common Factor},
  year         = {2005},
}